+578.8%
KR vs FIS
+346.5%
+232.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.9% | +3.5% | -1.3% |
| 7D | -1.3% | -3.5% | +2.2% | -0.7% |
| 30D | +1.5% | -7.8% | +9.4% | +2.9% |
| 3M | -8.5% | +0.8% | -9.4% | -8.7% |
| 6M | -21.9% | -21.9% | 0.0% | -18.8% |
| YTD | -6.9% | -39.5% | +32.6% | +0.9% |
| 1Y | -14.0% | -41.0% | +27.0% | -6.6% |
| 3Y | +30.3% | -23.6% | +53.9% | +33.6% |
| 5Y | +37.7% | -65.6% | +103.3% | +59.0% |
| 10Y | +125.2% | -40.2% | +165.4% | +120.0% |
| All | +578.8% | +346.5% | +232.3% | +320.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling